University of Cambridge > Talks.cam > CMI Student Seminar Series > Drift estimation for Stochastic (partial) differential equations: An introduction

Drift estimation for Stochastic (partial) differential equations: An introduction

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In this talk, I will introduce stochastic differential equations and review the basic ingredients for estimating their parameters from data. These insights will be applied subsequently to the estimation of the diffusivity in a stochastic heat equation, which is a simple, but important stochastic partial differential equation.

This talk is part of the CMI Student Seminar Series series.

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